Lhaut, Stéphane

1. Uniform concentration bounds for frequencies of rare events
   2021/10/12 by Stéphane Lhaut, Lhaut, Stéphane, Anne Sabourin +3 · 2 citations
   Computer Science · Mathematics · #62G05 (Secondary) #62G30 (Primary) #Bayesian Methods and Mixture Models #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Methods and Inference #Statistics Theory (math.ST)
2. Concentration bounds for the empirical angular measure with statistical learning applications
   2021/04/07 by Clémençon, Stéphan, Jalalzai, Hamid, Lhaut, Stéphane +2 · 2 citations
   #62G30 #62G32 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Primary 62G05 #Statistics Theory (math.ST) #secondary 62H30
3. Simulation of Multivariate Extremes: a Wasserstein-Aitchison GAN approach
   2025/04/30 by Stéphane Lhaut, Holger Rootzén, Lhaut, Stéphane +3 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · Physics and Astronomy · #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Model Reduction and Neural Networks #Risk and Portfolio Optimization